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Quantitative Finance · Glossary

What is P&L attribution?

Also known as: P\&L attribution

Definition 7.13 Markets I: The Ecosystem and Exchange-Traded Markets · Chapter 7 — P&L and the Accounting of a Position

A P&L attribution, or explain, is a decomposition of a period’s P&L into named causes whose sum equals the total, with any remainder reported as unexplained.

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